+30.6%
VCIT vs SPYG
+385.4%
-354.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +1.1% | -9.2% | +10.3% | +1.9% |
| 3M | -1.4% | -6.8% | +5.4% | -0.8% |
| 6M | -2.3% | -2.6% | +0.3% | -2.2% |
| YTD | -1.8% | +7.5% | -9.3% | -2.5% |
| 1Y | -1.0% | +6.7% | -7.7% | -1.7% |
| 3Y | +19.3% | +90.1% | -70.8% | +12.2% |
| 5Y | +3.8% | +69.2% | -65.4% | -2.3% |
| 10Y | +30.6% | +391.9% | -361.3% | +17.2% |
| All | +30.6% | +385.4% | -354.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling